Top Recent Research Items by Number of Citations, Weighted by Recursive Impact Factors

What this page is about

A recent research item is defined as a research item whose last version was published less than five years ago, and whose first version was published less that ten years before the last version. This list weighs each citation by the impact factor of the citing items, this impact factor being itself computed recursively in the same fashion. The recursive impact factors are normalized so that the average citations has a weight of 1.

These computations are experimental and based on the citation analysis provided by the CitEc project, which uses data from items listed in RePEc.

Similar rankings

See other rankings by type of impact factors. 10 counts publications from the last 10 years only, 5 the last 5 years:

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Also, for individual items: citation counts (last 5 years) and simple discounted impact factors (last 5 years).

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

The rankings

Rank	Item	Citations
1	Tom Doan, 2025. "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics. Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(2), pages 277-297.	3161.53
2	Tom Doan, 2025. "BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas," Statistical Software Components RTS00012, Boston College Department of Economics. Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers 1504, Econometric Society. Jushan Bai & Serena Ng, 2000. "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics 440, Boston College Department of Economics. Jushan Bai & Serena Ng, 2002. "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.	950.01
3	Robert J. Barro, 2024. "Rare Disasters and Asset Markets in the Twentieth Century," CEMA Working Papers 620, China Economics and Management Academy, Central University of Finance and Economics. Robert J. Barro, 2006. "Rare Disasters and Asset Markets in the Twentieth Century," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(3), pages 823-866. Barro, Robert, 2006. "Rare Disasters and Asset Markets in the Twentieth Century," Scholarly Articles 3208215, Harvard University Department of Economics.	823.71
4	Tom Doan, 2025. "KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test," Statistical Software Components RTS00100, Boston College Department of Economics. Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.	677.12
5	Tom Doan, 2025. "BKFILTER: RATS procedure to implement band pass filter using Baxter-King method," Statistical Software Components RTS00026, Boston College Department of Economics. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November. Marianne Baxter & Robert G. King, 1995. "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series," NBER Working Papers 5022, National Bureau of Economic Research, Inc.	627.62
6	Tom Doan, 2025. "LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data," Statistical Software Components RTS00242, Boston College Department of Economics. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.	589.3
7	Tom Doan, 2025. "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics. Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques. Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.	537.23
8	Tom Doan, 2026. "KILIANAER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data," Statistical Software Components RTJ00087, Boston College Department of Economics. Kilian, Lutz, 2006. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers. Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, American Economic Association, vol. 99(3), pages 1053-1069, June. Tom Doan, 2025. "KILIAN_AER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data," Statistical Software Components RTZ00226, Boston College Department of Economics.	527.39
9	Tom Doan, 2025. "OLSHODRICK: RATS procedure to compute Hodrick standard errors," Statistical Software Components RTS00147, Boston College Department of Economics. Hodrick, Robert J, 1992. "Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 357-386.	522.42
10	Tom Doan, 2026. "JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations," Statistical Software Components RTJ00047, Boston College Department of Economics. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March. Tom Doan, 2025. "JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations," Statistical Software Components RTZ00209, Boston College Department of Economics.	505.61
11	Tom Doan, 2025. "RATS program to demonstrate IV estimation of VAR in panel data," Statistical Software Components RTZ00185, Boston College Department of Economics. Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988. "Estimating Vector Autoregressions with Panel Data," Econometrica, Econometric Society, vol. 56(6), pages 1371-1395, November.	485.9
12	Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023. "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35. Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey, 2017. "When Should You Adjust Standard Errors for Clustering?," Research Papers repec:ecl:stabus:3596, Stanford University, Graduate School of Business. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey Wooldridge, 2017. "When Should You Adjust Standard Errors for Clustering?," NBER Working Papers 24003, National Bureau of Economic Research, Inc. Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017. "When Should You Adjust Standard Errors for Clustering?," Papers 1710.02926, arXiv.org, revised Sep 2022.	431.41
13	Tom Doan, 2025. "SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM," Statistical Software Components RTS00251, Boston College Department of Economics. Durbin, James & Koopman, Siem Jan, 2001. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, number 9780198523543. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.	404.77
14	Brian J. Aitken & Ann E. Harrison, 2022. "Do Domestic Firms Benefit from Direct Foreign Investment? Evidence from Venezuela," World Scientific Book Chapters, in: Globalization, Firms, and Workers, chapter 6, pages 139-152, World Scientific Publishing Co. Pte. Ltd.. Ann E. Harrison & Brian J. Aitken, 1999. "Do Domestic Firms Benefit from Direct Foreign Investment? Evidence from Venezuela," American Economic Review, American Economic Association, vol. 89(3), pages 605-618, June.	401.56
15	Tom Doan, 2026. "GARCHMVDCC2: RATS program to demonstrate multivariate GARCH using 2-stage DCC," Statistical Software Components RTJ00027, Boston College Department of Economics. Tom Doan, 2025. "RATS program to demonstrate multivariate GARCH using 2-stage DCC," Statistical Software Components RTZ00068, Boston College Department of Economics. Engle, Robert, 2002. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.	391.04
16	Tom Doan, 2026. "HASBROUCKJOF1995: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)," Statistical Software Components RTJ00043, Boston College Department of Economics. Tom Doan, 2025. "TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect," Statistical Software Components RTS00209, Boston College Department of Economics. Hansen, B.E., 1991. "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER). Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-430, March. Tom Doan, 2025. "RATS programs to replicate Hansen's threshold estimation and testing results," Statistical Software Components RTZ00091, Boston College Department of Economics.	384.9
17	Vayanos, Dimitri & Vila, Jean-Luc, 2023. "Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)," LSE Research Online Documents on Economics 125272, London School of Economics and Political Science, LSE Library. Vayanos, Dimitri & ,, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers 7547, C.E.P.R. Discussion Papers. Jean-Luc Vila & Dimitri Vayanos, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," FMG Discussion Papers dp641, Financial Markets Group. Vayanos, Dimitri & Vila, Jean-Luc, 2009. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 29308, London School of Economics and Political Science, LSE Library. Dimitri Vayanos & Jean-Luc Vila, 2009. "A Preferred-Habitat Model of the Term Structure of Interest Rates," NBER Working Papers 15487, National Bureau of Economic Research, Inc. Dimitri Vayanos & Jean‐Luc Vila, 2021. "A Preferred‐Habitat Model of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 89(1), pages 77-112, January. Vayanos, Dimitri & Vila, Jean-Luc, 2021. "A preferred-habitat model of the term structure of interest rates," LSE Research Online Documents on Economics 106509, London School of Economics and Political Science, LSE Library.	369.28
18	Tom Doan, 2025. "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components RTZ00105, Boston College Department of Economics. Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 69-87, January. Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-389, October.	350.22
19	Robert J. Aumann, 2025. "Subjectivity and Correlation in Randomized Strategies," World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 4, pages 73-113, World Scientific Publishing Co. Pte. Ltd.. Aumann, Robert J., 1974. "Subjectivity and correlation in randomized strategies," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March. AUMANN, Robert J., 1974. "Subjectivity and correlation in randomized strategies," LIDAM Reprints CORE 167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). R. Aumann, 2010. "Subjectivity and Correlation in Randomized Strategies," Levine's Working Paper Archive 389, David K. Levine.	301.48
20	Robert J. Aumann, 2025. "Correlated Equilibrium as an Expression of Bayesian Rationality," World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 7, pages 175-200, World Scientific Publishing Co. Pte. Ltd.. Aumann, Robert J, 1987. "Correlated Equilibrium as an Expression of Bayesian Rationality," Econometrica, Econometric Society, vol. 55(1), pages 1-18, January. Robert J. Aumann, 2010. "Correlated Equilibrium as an expression of Bayesian Rationality," Levine's Working Paper Archive 661465000000000377, David K. Levine. R. Aumann, 2010. "Correlated Equilibrium as an expression of Bayesian Rationality," Levine's Bibliography 513, UCLA Department of Economics.	291.08
21	Berman, Eli & Bound, John & Machin, Stephen J, 2022. "Implications of Skill-Biased Technological Change: International Evidence," University of California at San Diego, Economics Working Paper Series qt228778pt, Department of Economics, UC San Diego. E Berman & J Bound & Stephen Machin, 1997. "Implications of Skill-Biased Technological Change: International Evidence," CEP Discussion Papers dp0367, Centre for Economic Performance, LSE. Berman, E. & Bound, J. & Machin, S., 1997. "Implications of Skill-Biased Technological Change: International Evidence," Papers 25, Centre for Economic Performance & Institute of Economics. Berman, Eli & Bound, John & Machin, Stephen, 1997. "Implications of Skill-Biased Technological Change: International Evidence," Institute for Economic Development 315946, Boston University. Eli Bekman & John Bound & Stephen Machin, 1998. "Implications of Skill-Biased Technological Change: International Evidence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 113(4), pages 1245-1279. Berman, Eli & Bound, John & Machin, Stephen, 1997. "Implications of Skill-Biased Technological Change: International Evidence," Working Paper Series 486, Research Institute of Industrial Economics. Berman, E. & Bound, J. & Machin, S., 1997. "Implications of skill-biased technological change: international evidence," LSE Research Online Documents on Economics 20314, London School of Economics and Political Science, LSE Library. Eli Berman & John Bound & Stephen Machin, 1997. "Implications of Skill-Biased Technological Change: International Evidence," NBER Working Papers 6166, National Bureau of Economic Research, Inc. Eli Berman & John Bound & Stephen Machin, 1997. "Implications of Skill-Biased Technological Change: International Evidence," Boston University - Institute for Economic Development 78, Boston University, Institute for Economic Development.	276.17
22	Tom Doan, 2025. "KILIAN_RESTAT1998: RATS program to replicate Kilian(1998)'s bootstrap-within-bootstrap," Statistical Software Components RTZ00210, Boston College Department of Economics. Lutz Kilian, 1998. "Small-Sample Confidence Intervals For Impulse Response Functions," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 218-230, May.	275.79
23	Veronica Guerrieri & Guido Lorenzoni & Ludwig Straub & Iván Werning, 2022. "Macroeconomic Implications of COVID-19: Can Negative Supply Shocks Cause Demand Shortages?," American Economic Review, American Economic Association, vol. 112(5), pages 1437-1474, May. Veronica Guerrieri & Guido Lorenzoni & Ludwig Straub & IvÃ¡n Werning, 2020. "Macroeconomic Implications of COVID-19: Can Negative Supply Shocks Cause Demand Shortages?," Working Papers 2020-35, Becker Friedman Institute for Research In Economics. Veronica Guerrieri & Guido Lorenzoni & Ludwig Straub & Iván Werning, 2020. "Macroeconomic Implications of COVID-19: Can Negative Supply Shocks Cause Demand Shortages?," NBER Working Papers 26918, National Bureau of Economic Research, Inc.	260.67
24	Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2022. "Quasi-experimental shift-share research designs," LSE Research Online Documents on Economics 117788, London School of Economics and Political Science, LSE Library. Kirill Borusyak & Peter Hull & Xavier Jaravel, 2018. "Quasi-Experimental Shift-Share Research Designs," NBER Working Papers 24997, National Bureau of Economic Research, Inc. Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2020. "Quasi-Experimental Shift-Share Research Designs," CEPR Discussion Papers 15212, C.E.P.R. Discussion Papers. Kirill Borusyak & Peter Hull & Xavier Jaravel, 2022. "Quasi-Experimental Shift-Share Research Designs," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 181-213. Kirill Borusyak & Peter Hull & Xavier Jaravel, 2018. "Quasi-Experimental Shift-Share Research Designs," Papers 1806.01221, arXiv.org, revised Dec 2020.	247.94
25	Tom Doan, 2026. "CHANKAROLYI: RATS programs to replicate CKLS(1992) estimation of interest rate models," Statistical Software Components RTJ00084, Boston College Department of Economics. Tom Doan, 2025. "CHANKAROLYI: RATS program to estimate several versions of the CKLS(1992) model for interest rates," Statistical Software Components RTZ00223, Boston College Department of Economics. Tom Doan, 2025. "RATS programs to replicate CKLS(1992) estimation of interest rate models," Statistical Software Components RTZ00035, Boston College Department of Economics. Chan, K C, et al, 1992. "An Empirical Comparison of Alternative Models of the Short-Term Interest Rate," Journal of Finance, American Finance Association, vol. 47(3), pages 1209-1227, July.	233.16
26	Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2022. "Monetary Policy Communications and Their Effects on Household Inflation Expectations," Journal of Political Economy, University of Chicago Press, vol. 130(6), pages 1537-1584. Olivier Coibion & Yuriy Gorodnichenko & Michael Weber & Michael Weber, 2019. "Monetary Policy Communications and their Effects on Household Inflation Expectations," CESifo Working Paper Series 7464, CESifo. Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2019. "Monetary Policy Communications and their Effects on Household Inflation Expectations," NBER Working Papers 25482, National Bureau of Economic Research, Inc.	231.11
27	Tom Doan, 2025. "RATS program to replicate Faust 1998 paper on semi-structural VAR," Statistical Software Components RTZ00178, Boston College Department of Economics. Faust, Jon, 1998. "The robustness of identified VAR conclusions about money," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 207-244, December.	230.91
28	Tom Doan, 2025. "DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure," Statistical Software Components RTS00050, Boston College Department of Economics. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November. Tom Doan, 2025. "CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series," Statistical Software Components RTS00036, Boston College Department of Economics.	230.85
29	Tom Doan, 2025. "LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias," Statistical Software Components RTS00111, Boston College Department of Economics. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July.	224.97
30	Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.	224.15
31	Tom Doan, 2025. "RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results," Statistical Software Components RTZ00009, Boston College Department of Economics. Baillie, Richard T. & Bollerslev, Tim & Mikkelsen, Hans Ole, 1996. "Fractionally integrated generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 74(1), pages 3-30, September.	212.3
32	Tom Doan, 2025. "DIEBOLDYILMAZ_IJF2012: RATS program to replicate Diebold and Yilmaz(2012) spillover calculations," Statistical Software Components RTZ00199, Boston College Department of Economics. Francis X. Diebold & Kamil Yilmaz, 2010. "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 1001, Koc University-TUSIAD Economic Research Forum, revised Mar 2010. Diebold, Francis X. & Yilmaz, Kamil, 2012. "Better to give than to receive: Predictive directional measurement of volatility spillovers," International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.	206.59
33	Richard H. Thaler & Cass R. Sunstein, 2023. "Libertarian paternalism," Chapters, in: Cass R. Sunstein & Lucia A. Reisch (ed.), Research Handbook on Nudges and Society, chapter 1, pages 10-16, Edward Elgar Publishing. Richard H. Thaler & Cass R. Sunstein, 2003. "Libertarian Paternalism," American Economic Review, American Economic Association, vol. 93(2), pages 175-179, May.	206.12
34	Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023. "The Forward Guidance Puzzle," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79. Marco Del Negro & Marc Giannoni & Christina Patterson, 2012. "The forward guidance puzzle," Staff Reports 574, Federal Reserve Bank of New York. Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics. Marc Giannoni & Christina Patterson & Marco Del Negro, 2016. "The Forward Guidance Puzzle," 2016 Meeting Papers 143, Society for Economic Dynamics.	204.18
35	Tom Doan, 2026. "OBSERVABLEINDEX: RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTJ00060, Boston College Department of Economics. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis. Tom Doan, 2025. "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.	194.51
36	Baker, Andrew C. & Larcker, David F. & Wang, Charles C.Y., 2022. "How much should we trust staggered difference-in-differences estimates?," Journal of Financial Economics, Elsevier, vol. 144(2), pages 370-395.	192.3
37	Tom Doan, 2025. "FRY_PAGAN_JEL2011: RATS program to demonstrate Fry-Pagan(2011) median target estimates for impulse response functions," Statistical Software Components RTZ00201, Boston College Department of Economics. Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," CAMA Working Papers 2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series 57, National Centre for Econometric Research. Renée Fry & Adrian Pagan, 2011. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.	189.88
38	Callum Jones & Virgiliu Midrigan & Thomas Philippon, 2022. "Household Leverage and the Recession," Econometrica, Econometric Society, vol. 90(5), pages 2471-2505, September. Callum Jones, 2018. "Household Leverage and the Recession," 2018 Meeting Papers 933, Society for Economic Dynamics. Callum Jones & Virgiliu Midrigan & Mr. Thomas Philippon, 2018. "Household Leverage and the Recession," IMF Working Papers 2018/194, International Monetary Fund. Callum Jones & Virgiliu Midrigan & Thomas Philippon, 2011. "Household Leverage and the Recession," NBER Working Papers 16965, National Bureau of Economic Research, Inc. Thomas Philippon & Virgiliu Midrigan, 2011. "Household Leverage and the Recession," 2011 Meeting Papers 261, Society for Economic Dynamics. Thomas Philippon & Virgiliu Midrigan, 2013. "Household Leverage and the Recession," 2013 Meeting Papers 335, Society for Economic Dynamics. Philippon, Thomas & Midrigan, Virgiliu, 2016. "Household Leverage and the Recession," CEPR Discussion Papers 11407, C.E.P.R. Discussion Papers. Philippon, Thomas & Midrigan, Virgiliu, 2011. "Household Leverage and the Recession," CEPR Discussion Papers 8381, C.E.P.R. Discussion Papers.	172.98
39	Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2024. "Revisiting event-study designs: robust and efficient estimation," LSE Research Online Documents on Economics 123781, London School of Economics and Political Science, LSE Library. Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2024. "Revisiting Event-Study Designs: Robust and Efficient Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3253-3285. Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2021. "Revisiting Event Study Designs: Robust and Efficient Estimation," Papers 2108.12419, arXiv.org, revised Jan 2024. Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2022. "Revisiting Event Study Designs: Robust and Efficient Estimation," CEPR Discussion Papers 17247, C.E.P.R. Discussion Papers.	169.7
40	Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2023. "The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences," Management Science, INFORMS, vol. 69(4), pages 1935-1950, April. Falk, Armin & Becker, Anke & Dohmen, Thomas & Huffman, David B. & Sunde, Uwe, 2016. "The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences," IZA Discussion Papers 9674, Institute of Labor Economics (IZA). Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2016. "The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences," Working Papers 2016-003, Human Capital and Economic Opportunity Working Group.	168.25
41	Dario Caldara & Matteo Iacoviello, 2022. "Measuring Geopolitical Risk," American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April. Dario Caldara & Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," International Finance Discussion Papers 1222r1, Board of Governors of the Federal Reserve System (U.S.), revised 23 Mar 2022. Matteo Iacoviello, 2018. "Measuring Geopolitical Risk," 2018 Meeting Papers 79, Society for Economic Dynamics.	161.38
42	Robert J. Aumann, 2025. "Game-Theoretic Analysis of a Bankruptcy Problem from the Talmud," World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 9, pages 219-242, World Scientific Publishing Co. Pte. Ltd.. Aumann, Robert J. & Maschler, Michael, 1985. "Game theoretic analysis of a bankruptcy problem from the Talmud," Journal of Economic Theory, Elsevier, vol. 36(2), pages 195-213, August.	160.97
43	Tom Doan, 2026. "HAMILTONSUSMELJOE1994: RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model," Statistical Software Components RTJ00041, Boston College Department of Economics. Tom Doan, 2025. "RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model," Statistical Software Components RTZ00083, Boston College Department of Economics. Hamilton, James D. & Susmel, Raul, 1994. "Autoregressive conditional heteroskedasticity and changes in regime," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 307-333.	160.12
44	Tom Doan, 2026. "MARIANOMURASAWAJAE2003: RATS program to replicates Mariano-Murasawa(2003) State-space model with mixed frequencies," Statistical Software Components RTJ00053, Boston College Department of Economics. Roberto S. Mariano & Yasutomo Murasawa, 2003. "A new coincident index of business cycles based on monthly and quarterly series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 427-443.	156.23
45	Brian Aitken & Ann Harrison & Robert E. Lipsey, 2022. "Wages and foreign ownership A comparative study of Mexico, Venezuela, and the United States," World Scientific Book Chapters, in: Globalization, Firms, and Workers, chapter 4, pages 61-87, World Scientific Publishing Co. Pte. Ltd.. Aitken, B. & Harrison, A. & Lipsey, R.E., 1995. "Wages and Foreign Ownership: A Comparative Study of Mexico, Venezuela, and the United States," Papers 95-21, Columbia - Graduate School of Business. Brian Aitken & Ann Harrison & Robert E. Lipsey, 1995. "Wages and Foreign Ownership: A Comparative Study of Mexico, Venezuela and the United States," NBER Working Papers 5102, National Bureau of Economic Research, Inc. Aitken, Brian & Harrison, Ann & Lipsey, Robert E., 1996. "Wages and foreign ownership A comparative study of Mexico, Venezuela, and the United States," Journal of International Economics, Elsevier, vol. 40(3-4), pages 345-371, May.	155.98
46	Tom Doan, 2026. "HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)," Statistical Software Components RTJ00086, Boston College Department of Economics. Tom Doan, 2025. "RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)," Statistical Software Components RTZ00207, Boston College Department of Economics. Tom Doan, 2025. "HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995)," Statistical Software Components RTZ00225, Boston College Department of Economics. Hasbrouck, Joel, 1995. "One Security, Many Markets: Determining the Contributions to Price Discovery," Journal of Finance, American Finance Association, vol. 50(4), pages 1175-1199, September.	155.25
47	Kremer, Michael & Miguel, Edward, 2023. "The Illusion of Sustainability," Department of Economics, Working Paper Series qt46d3765f, Department of Economics, Institute for Business and Economic Research, UC Berkeley. Kremer, Michael Robert & Miguel, Edward A., 2004. "The Illusion of Sustainability," Center for International and Development Economics Research, Working Paper Series qt94p8w1d7, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. Michael Kremer & Edward Miguel, 2004. "The Illusion of Sustainability," Working Papers 35, Center for Global Development. Michael Kremer & Edward Miguel, 2004. "The illusion of sustainability," Natural Field Experiments 00287, The Field Experiments Website. Michael Kremer & Edward Miguel, 2004. "The Illusion of Sustainability," CID Working Papers 112, Center for International Development at Harvard University. Kremer, Michael Robert & Miguel, Edward A., 2004. "The Illusion of Sustainability," Department of Economics, Working Paper Series qt94p8w1d7, Department of Economics, Institute for Business and Economic Research, UC Berkeley. Michael Kremer & Edward Miguel, 2004. "The Illusion of Sustainability," NBER Working Papers 10324, National Bureau of Economic Research, Inc. Michael Kremer & Edward Miguel, 2007. "The Illusion of Sustainability," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(3), pages 1007-1065.	155.04
48	Tom Doan, 2025. "RATS programs to replicate Gonzalo and Granger JBES 1995 paper," Statistical Software Components RTZ00074, Boston College Department of Economics. Gonzalo, J. & Granger, C., 1992. "Estimation of Common Long-Memory Components in Cointegrated Systems," Papers 4, Boston University - Department of Economics. Gonzalo, Jesus & Granger, Clive W J, 1995. "Estimation of Common Long-Memory Components in Cointegrated Systems," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 27-35, January.	151.91
49	Avraham Ebenstein & Ann Harrison & Margaret McMillan & Shannon Phillips, 2022. "Estimating The Impact Of Trade And Offshoring On American Workers Using The Current Population Surveys," World Scientific Book Chapters, in: Globalization, Firms, and Workers, chapter 12, pages 275-289, World Scientific Publishing Co. Pte. Ltd.. Avraham Ebenstein & Ann Harrison & Margaret McMillan & Shannon Phillips, 2009. "Estimating the Impact of Trade and Offshoring on American Workers Using the Current Population Surveys," NBER Working Papers 15107, National Bureau of Economic Research, Inc. Avraham Ebenstein & Ann Harrison & Margaret McMillan & Shannon Phillips, 2009. "Estimating the Impact of Trade and Offshoring on American Workers Using the Current Population Surveys," Discussion Papers Series, Department of Economics, Tufts University 0742, Department of Economics, Tufts University. Avraham Ebenstein & Ann Harrison & Margaret McMillan & Shannon Phillips, 2014. "Estimating the Impact of Trade and Offshoring on American Workers using the Current Population Surveys," The Review of Economics and Statistics, MIT Press, vol. 96(4), pages 581-595, October. Ebenstein, Avraham & Harrison, Ann & McMillan, Margaret & Phillips, Shannon, 2011. "Estimating the impact of trade and offshoring on American workers using the current population surveys," Policy Research Working Paper Series 5750, The World Bank.	151.8

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